+120.6%
VLO vs EXEL
+92.4%
+28.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.6% | -6.4% | -5.7% |
| 7D | -6.0% | +9.8% | -15.7% | -4.5% |
| 30D | -12.9% | +23.6% | -36.5% | -9.6% |
| 3M | +18.3% | +29.9% | -11.6% | +24.3% |
| 6M | +46.4% | +64.7% | -18.3% | +60.8% |
| YTD | +127.7% | +66.0% | +61.8% | +150.1% |
| 1Y | +120.6% | +92.0% | +28.7% | +138.7% |
| All | +120.6% | +92.4% | +28.2% | +138.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling